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American Exceptionalism Acquisition Corp. A AEXA

i

Market datapartial · fetched 2026-11-07T16:59:42.159Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-07T00:00:00.001797897Z

FundamentalsAlpha Vantage · unavailable

Share price$10.64
1D-1.4%
AH$10.61$10.66$10.70$10.75$10.805:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAEXA
Sold putSold callAH

American Exceptionalism Acquisition Corp. A options

Live interpolated AEXA call and put midpoint premiums by absolute delta.American Exceptionalism Acquisition Corp. A$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEAEXA PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend52.27%
Daily close
AEXA39.5%109.6%179.7%2026-08-10: 85.54%2026-08-11: 83.56%2026-08-12: 79.28%2026-08-14: 94.13%2026-08-17: 103.38%2026-08-18: 93.55%2026-08-19: 124.32%2026-08-20: 144.99%2026-08-21: 69.51%2026-08-24: 71.02%2026-08-26: 79.33%2026-08-28: 74.42%2026-08-31: 60.05%2026-09-01: 76.68%2026-09-02: 64.57%2026-09-03: 66.66%2026-09-04: 76.91%2026-09-08: 74.70%2026-09-09: 95.85%2026-09-10: 86.24%2026-09-11: 96.18%2026-09-14: 102.31%2026-09-15: 125.79%2026-09-16: 126.29%2026-09-17: 170.01%2026-09-18: 68.21%2026-09-21: 60.20%2026-09-22: 65.32%2026-09-23: 77.10%2026-09-24: 62.70%2026-09-25: 51.63%2026-09-28: 63.53%2026-09-29: 74.83%2026-09-30: 75.97%2026-10-01: 58.02%2026-10-02: 77.03%2026-10-05: 90.28%2026-10-06: 73.94%2026-10-07: 67.91%2026-10-08: 83.57%2026-10-09: 72.97%2026-10-12: 78.21%2026-10-13: 110.46%2026-10-14: 135.48%2026-10-15: 131.97%2026-10-16: 65.34%2026-10-19: 67.27%2026-10-20: 62.57%2026-10-21: 51.15%2026-10-22: 69.55%2026-10-23: 70.39%2026-10-27: 49.12%2026-10-28: 55.40%2026-10-29: 52.53%2026-10-30: 52.27%Aug 10Sep 22Oct 30
55 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
85.54%
83.56%
79.28%
94.13%
103.38%
93.55%
124.32%
144.99%
69.51%
71.02%
79.33%
74.42%
60.05%
76.68%
64.57%
66.66%
76.91%
74.70%
95.85%
86.24%
96.18%
102.31%
125.79%
126.29%
170.01%
68.21%
60.20%
65.32%
77.10%
62.70%
51.63%
63.53%
74.83%
75.97%
58.02%
77.03%
90.28%
73.94%
67.91%
83.57%
72.97%
78.21%
110.46%
135.48%
131.97%
65.34%
67.27%
62.57%
51.15%
69.55%
70.39%
49.12%
55.40%
52.53%
52.27%